+67.0%
EWZ vs RCAT
-99.7%
+166.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.9% |
| 7D | +0.6% | +7.2% | -6.7% | +0.5% |
| 30D | -25.5% | -20.4% | -5.1% | -25.4% |
| 3M | -4.5% | -59.8% | +55.2% | -4.2% |
| 6M | -15.3% | -61.9% | +46.6% | -15.0% |
| YTD | +3.1% | -45.9% | +49.0% | +3.2% |
| 1Y | +1.2% | -50.5% | +51.7% | +1.4% |
| 3Y | +19.3% | +387.5% | -368.2% | +18.2% |
| 5Y | +52.3% | +70.9% | -18.7% | +51.1% |
| 10Y | +67.0% | -99.7% | +166.7% | +77.0% |
| All | +67.0% | -99.7% | +166.7% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling